Anic Equity¶

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Total return since start: 0.693 %¶

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Equity now: -----------------------------> 51702.35 Kr¶

Max Equity ever reached: ------------> 51725.11 Kr¶

Portfolio value: --------------------------> 48495.93 Kr¶

PnL: ---------------------------------------> -584.24 Kr¶

DD now: ---------------------------------> -0.044 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 15:35:19.229553'

Anic Portfolio¶

Today¶

Return: 8.785 %¶

This Week¶

Return: 8.785 %¶

Total¶

Return: 69.26 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3396.600000 218.000000 6.860000 3178.600002
HMS Networks 2 0.670000 785.200000 112.200000 16.670000 673.000000
Nordea Bank Abp 29 0.890000 3546.120000 92.120000 2.670000 3453.999992
HEBA B 70 -3.860000 2702.000000 66.000000 2.500000 2636.000010
SAAB B 8 0.160000 3425.600000 48.600000 1.440000 3377.000000
MedCap 2 -0.430000 465.000000 44.000000 10.450000 421.000000
Resurs Holding 22 -0.360000 607.860000 33.860000 5.900000 573.999998
AcadeMedia 12 1.330000 587.040000 30.040000 5.390000 557.000004
Swedbank A 3 0.740000 593.700000 29.700000 5.270000 564.000000
Samhällsbyggnadsbo. i Norden B 20 -5.850000 384.500000 29.500000 8.310000 355.000000
OEM International B 7 0.260000 548.800000 20.800000 3.940000 527.999997
Fasadgruppen Group 38 3.800000 4157.200000 17.400000 0.420000 4139.799990
Intrum 4 -0.770000 543.800000 16.800000 3.190000 527.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
Securitas B 6 -1.470000 579.360000 9.360000 1.640000 570.000000
Fastighetsbolag. Emilshus Pref 21 -1.280000 568.050000 6.050000 1.080000 562.000005
Karnov Group 9 -0.990000 540.000000 4.000000 0.750000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -2.990000 249.360000 3.360000 1.370000 246.000000
Creaspac SPAC 6 -0.210000 580.200000 3.200000 0.550000 577.000002
Corem Property Group B 59 -5.530000 579.680000 2.680000 0.460000 576.999999
Coor Service Management Hold. 8 -1.780000 531.200000 -0.800000 -0.150000 532.000000
Handelsbanken A 5 0.650000 543.750000 -2.250000 -0.410000 546.000000
Midsona B 63 0.670000 571.410000 -11.590000 -1.990000 582.999984
Boozt 12 -1.940000 1638.000000 -16.000000 -0.970000 1653.999996
CTEK 13 -0.610000 506.480000 -27.520000 -5.150000 533.999999
Sampo Oyj SDB 7 1.110000 3822.000000 -28.000000 -0.730000 3850.000000
Essity B 2 1.980000 545.000000 -29.000000 -5.050000 574.000000
International Petroleum Corp. 5 -2.000000 562.500000 -32.070000 -5.390000 594.565215
Essity A 4 2.050000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 0.740000 558.140000 -54.860000 -8.950000 612.999432
Beijer Electronics Group 27 4.300000 3013.200000 -69.600000 -2.260000 3082.800006
OX2 22 0.620000 1777.600000 -210.600000 -10.590000 1988.199994
Axfood 15 1.500000 4060.500000 -238.300000 -5.540000 4298.800005
Ovzon 64 -1.500000 3372.800000 -621.600000 -15.560000 3994.400000
TOTAL 48495.930000 -584.240000 -0.044% 49080.164634

Updated:¶

'2023-01-30 15:35:31.997841'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶